5.55Open5.55Pre Close0 Volume5 Open Interest138.00Strike Price0.00Turnover37.23%IV1.27%PremiumDec 27, 2024Expiry Date3.84Intrinsic Value100Multiplier2DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8325Delta0.0658Gamma32.33Leverage Ratio-0.2042Theta-0.0058Rho-26.91Eff Leverage0.0259Vega